Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47411.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46016.83 Kr¶

PnL: ---------------------------------------> -871.74 Kr¶

DD now: ---------------------------------> -2.505 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:41:26.660224'

Anic Portfolio¶

Today¶

Return: -1.126 %¶

This Week¶

Return: -1.046 %¶

Total¶

Return: 55.214 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
Beijer Electronics Group 26 0.170000 3099.200000 128.200000 4.320000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.230000 3415.200000 38.200000 1.130000 3377.000000
Corem Property Group B 59 -1.330000 614.190000 37.190000 6.450000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.260000 391.900000 36.900000 10.390000 355.000000
MedCap 2 -0.440000 454.000000 33.000000 7.840000 421.000000
AcadeMedia 12 -3.750000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -1.810000 598.400000 24.400000 4.250000 573.999998
HMS Networks 2 -2.360000 694.000000 21.000000 3.120000 673.000000
Swedbank A 3 -0.400000 578.790000 14.790000 2.620000 564.000000
Securitas B 6 -0.820000 583.800000 13.800000 2.420000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Boozt 12 -1.910000 1664.400000 10.400000 0.630000 1653.999996
OEM International B 7 -1.040000 533.400000 5.400000 1.020000 527.999997
Coor Service Management Hold. 8 -1.180000 535.600000 3.600000 0.680000 532.000000
Nordea Bank Abp 29 0.080000 3457.380000 3.380000 0.100000 3453.999992
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Intrum 4 -2.930000 529.400000 2.400000 0.460000 527.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
Essity B 2 -1.250000 553.600000 -20.400000 -3.550000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -1.110000 511.680000 -22.320000 -4.180000 533.999999
Essity A 4 -1.770000 1110.000000 -39.000000 -3.390000 1149.000000
International Petroleum Corp. 5 -1.790000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.100000 3766.000000 -84.000000 -2.180000 3850.000000
Axfood 13 -0.400000 3568.500000 -187.500000 -4.990000 3756.000001
Fasadgruppen Group 35 0.980000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 -3.050000 1404.000000 -260.000000 -15.630000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46016.830000 -871.740000 -2.50482% 46888.564618

Updated:¶

'2023-01-25 15:41:39.248438'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶